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Report NEP-ETS-2019-10-21
This is the archive for NEP-ETS, a report on new working papers in the area of Econometric Time Series. Yong Yin issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ETS
The following items were announced in this report:
- Joshua C.C. Chan, 2019, "Large Hybrid Time-Varying Parameter VARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2019-77, Oct.
- Atefeh Zamani & Hossein Haghbin & Maryam Hashemi & Rob J Hyndman, 2019, "Seasonal Functional Autoregressive Models," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 16/19.
- Beaumont, Paul & Smallwood, Aaron, 2019, "Inference for likelihood-based estimators of generalized long-memory processes," MPRA Paper, University Library of Munich, Germany, number 96313, Sep.
- Hecq, Alain & Issler, João Victor & Telg, Sean, 2019, "Mixed causal-noncausal autoregressions with exogenous regressors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE), EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil), number 810, Oct.
- D.S.G. Pollock, , "Filters, Waves and Spectra," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/08.
- D.S.G. Pollock, , "The Correspondence Between Stochastic Linear Difference and Differential Equations," Discussion Papers in Economics, Division of Economics, School of Business, University of Leicester, number 19/07.
- Julio-Román, Juan Manuel & Gamboa-Estrada, Fredy Alejandro, 2019, "The Exchange Rate and Oil Prices in Colombia: A High Frequency Analysis," Working papers, Red Investigadores de Economía, number 22, Oct.